Related papers: A splitting algorithm for constrained optimization…
This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…
This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…
We present new Neumann-Neumann algorithms based on a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, the Lagrange multiplier approach provides a coupled…
The paper studies a time-nonlocal multiphysics finite element method with Crank-Nicolson scheme for poroelasticity model with secondary consolidation. For the case where the physical parameters $\lambda,\lambda^*$ and $c_0$ are all finite…
We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a…
We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an…
This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…
A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…
In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…
We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximation of the state equation using a discretization of the…
We explore how the analysis of the Carleman linearization can be extended to dynamical systems on infinite-dimensional Hilbert spaces with quadratic nonlinearities. We demonstrate the well-posedness and convergence of the truncated Carleman…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…